Kurzweil-Henstock integrals related to local systems and the wide Denjoy integral are discussed in the frame of their comparability and compatibility.

We consider the Fourier transform in the space of Henstock-Kurzweil integrable functions. We prove that the classical results related to the Riemann-Lebesgue lemma, existence and continuity are true in appropriate subspaces.

Results on integration by parts and integration by substitution for the variational integral of Henstock are well-known. When real-valued functions are considered, such results also hold for the Generalized Riemann Integral defined by Kurzweil since, in this case, the integrals of Kurzweil and Henstock coincide. However, in a Banach-space valued context, the Kurzweil integral properly contains that of Henstock. In the present paper, we consider abstract vector integrals of Kurzweil and prove Substitution...

In this paper we define the ap-Denjoy integral and show that the ap-Denjoy integral is equivalent to the ap-Henstock integral and the integrals are equal.

The note is related to a recently published paper J. M. Park, J. J. Oh, C.-G. Park, D. H. Lee: The AP-Denjoy and AP-Henstock integrals. Czech. Math. J. 57 (2007), 689–696, which concerns a descriptive characterization of the approximate Kurzweil-Henstock integral. We bring to attention known results which are stronger than those contained in the aforementioned work. We show that some of them can be formulated in terms of a derivation basis defined by a local system of which the approximate basis...

In the paper, we show that the space of functions of bounded variation and the space of regulated functions are, in some sense, the dual space of each other, involving the Henstock-Kurzweil-Stieltjes integral.

This paper generalizes the results of papers which deal with the Kurzweil-Henstock construction of an integral in ordered spaces. The definition is given and some limit theorems for the integral of ordered group valued functions defined on a Hausdorff compact topological space $T$ with respect to an ordered group valued measure are proved in this paper.

Certain financial market strategies are known to exhibit a hysteretic structure similar to the memory observed in plasticity, ferromagnetism, or magnetostriction. The main difference is that in financial markets, the spontaneous occurrence of discontinuities in the time evolution has to be taken into account. We show that one particular market model considered here admits a representation in terms of Prandtl-Ishlinskii hysteresis operators, which are extended in order to include possible discontinuities...

We propose an extended version of the Kurzweil integral which contains both the Young and the Kurzweil integral as special cases. The construction is based on a reduction of the class of $\delta$-fine partitions by excluding small sets.

The Kurzweil-Henstock approach has been successful in giving an alternative definition to the classical Itô integral, and a simpler and more direct proof of the Itô Formula. The main advantage of this approach lies in its explicitness in defining the integral, thereby reducing the technicalities of the classical stochastic calculus. In this note, we give a unified theory of stochastic integration using the Kurzweil-Henstock approach, using the more general martingale as the integrator. We derive...

We present a method of integration along the lines of the Henstock-Kurzweil integral. All $L^r$-derivatives are integrable in this method.

In this paper, we define the $M_{\alpha }$-integral of real-valued functions defined on an interval $[a,b]$ and investigate important properties of the $M_{\alpha }$-integral. In particular, we show that a function $f:[a,b]\to R$ is $M_{\alpha }$-integrable on $[a,b]$ if and only if there exists an $AC{G}_{\alpha }$ function $F$ such that $F^{\text{'}}=f$ almost everywhere on $[a,b]$. It can be seen easily that every McShane integrable function on $[a,b]$ is $M_{\alpha }$-integrable and every $M_{\alpha }$-integrable function on $[a,b]$ is Henstock integrable. In addition, we show that the $M_{\alpha }$-integral is equivalent to the $C$-integral....

Some relationships between the vector valued Henstock and McShane integrals are investigated. An integral for vector valued functions, defined by means of partitions of the unity (the PU-integral) is studied. In particular it is shown that a vector valued function is McShane integrable if and only if it is both Pettis and PU-integrable. Convergence theorems for the Henstock variational and the PU integrals are stated. The families of multipliers for the Henstock and the Henstock variational integrals...

We prove two versions of the Monotone Convergence Theorem for the vector integral of Kurzweil, ${\int }_R\mathrm{d}\alpha \left(t\right)f\left(t\right)$, where $R$ is a compact interval of ${ℝ}^n$, $\alpha$ and $f$ are functions with values on $L(Z,W)$ and $Z$ respectively, and $Z$ and $W$ are monotone ordered normed spaces. Analogous results can be obtained for the Kurzweil vector integral, ${\int }_R\alpha \left(t\right)\mathrm{d}f\left(t\right)$, as well as to unbounded intervals $R$.

The multiplier for the weak McShane integral which has been introduced by M. Saadoune and R. Sayyad (2014) is characterized.